The character of Lady Fay Zhu is loosely based on Anna May Wong (1905-1961) the first Chinese-American actress in Hollywood whose career spanned both silent and sound films.
Olivia Hamilton's character is based on Dorothy Arzner, one of the first female directors in early Hollywood, and the inventor of the boom mic. Due to the technical restrictions of early talkies, she asked to put a microphone on a fishing rod to avoid restricting the actors' movements.
Director Damien Chazelle said about working with Margot Robbie as Nellie, "I needed someone utterly fearless. I had a sense she would attack it. There's this sort of ravenous physical bravado to her. On the other hand, she's also the most technically skilled thespian you could hope to work with as a director."
Nellie LaRoy ices her nipples between takes. It was Jean Harlow's trademark back in the day.
Damien Chazelle mentioned that a version of the film exists that was shot entirely on his phone in his backyard, with him, his wife, and Diego Calva playing every role. It was to help get Calva more involved in a rehearsal process after the pandemic shut production down. He joked that this version is pretty good, too.